-29.8%
STZ vs RUN
-85.3%
+55.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +2.6% | -13.5% | +16.1% | +3.3% |
| 30D | +15.2% | +18.3% | -3.1% | +14.0% |
| 3M | +7.6% | -12.5% | +20.1% | +8.1% |
| 6M | +5.3% | -40.3% | +45.6% | +7.4% |
| YTD | +8.6% | -53.1% | +61.7% | +11.2% |
| 1Y | +15.6% | -54.3% | +69.8% | +18.3% |
| 3Y | -35.2% | -6.5% | -28.7% | -40.4% |
| All | -29.8% | -85.3% | +55.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling